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WSC
2008
13 years 12 months ago
Reducing the variance of likelihood ratio greeks in Monte Carlo
We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
Luca Capriotti
ACSD
2004
IEEE
125views Hardware» more  ACSD 2004»
14 years 1 months ago
Comparison of Methods for Supervisory Control and Submodule Construction
Over the last 25 years, methods for supervisory control of discrete event systems and methods for submodule construction based on state machine specifications have been developed ...
Gregor von Bochmann, Bassel Daou
SIAMCO
2002
77views more  SIAMCO 2002»
13 years 9 months ago
Robust Optimal Switching Control for Nonlinear Systems
Abstract. We formulate a robust optimal control problem for a general nonlinear system with finitely many admissible control settings and with costs assigned to switching of contro...
Joseph A. Ball, Jerawan Chudoung, Martin V. Day
CDC
2010
IEEE
205views Control Systems» more  CDC 2010»
13 years 4 months ago
Geometric control of patterned linear systems
es of circulant matrices. Our class is broader than just circulants, and we study patterned systems using abstract algebra, specifically the observation that a set of matrices with...
Sarah C. Hamilton, Mireille E. Broucke
GLOBECOM
2010
IEEE
13 years 7 months ago
SplitAP: Leveraging Wireless Network Virtualization for Flexible Sharing of WLANs
Providing air-time guarantees across a group of clients forms a fundamental building block in sharing an access point (AP) across different virtual network providers. Though this p...
Gautam D. Bhanage, Dipti Vete, Ivan Seskar, Dipank...